+196.3%
P vs BEN
+87.8%
+108.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | -4.7% | +7.2% | -11.9% | -7.4% |
| 30D | -31.4% | +14.1% | -45.5% | -35.2% |
| 3M | -2.6% | +9.9% | -12.6% | -6.5% |
| 6M | +21.9% | +17.4% | +4.5% | +13.8% |
| YTD | +58.9% | +57.3% | +1.6% | +30.4% |
| 1Y | +21.7% | +66.9% | -45.2% | -3.2% |
| All | +196.3% | +87.8% | +108.5% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling